-53.4%
CPNG vs LNG
+19.2%
-72.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -1.1% | -4.7% | +3.6% | -1.2% |
| 30D | -7.4% | +3.8% | -11.2% | -7.1% |
| 3M | -12.3% | +16.2% | -28.5% | -11.7% |
| 6M | -19.4% | +11.7% | -31.1% | -20.1% |
| YTD | -35.9% | +44.2% | -80.1% | -35.9% |
| 1Y | -53.4% | +18.6% | -72.0% | -54.9% |
| All | -53.4% | +19.2% | -72.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling